Multistage stochastic programming with fuzzy probability distribution

DOI10.1016/J.FSS.2008.10.010MaRDI QIDQ1043313zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Fouad Ben Abdelaziz, Hatem Masri

Publication date 7 December 2009

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2008.10.010

zbMATH Keywords

fuzzy numberstochastic programming\(\alpha \)-cut techniquenested decomposition method

Mathematics Subject Classification ID

Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

• scientific article; zbMATH DE number 4076968 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 772850 (Why is no real title available?)
• scientific article; zbMATH DE number 958363 (Why is no real title available?)
• scientific article; zbMATH DE number 3201010 (Why is no real title available?)
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Fuzzy probability and statistics.
• Introduction to Stochastic Programming
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Nested Decomposition and Multi-Stage Linear Programs
• On the theory of Markov set-chains
• Operations on fuzzy numbers
• Stochastic programming with fuzzy linear partial information on probability distribution
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis

Cited in

(5)

• Two-stage multiobjective optimization for emergency supplies allocation problem under integrated uncertainty
• A novel multi-stage possibilistic stochastic programming approach (with an application in relief distribution planning)
• Stochastic programming with fuzzy linear partial information on probability distribution
• Fuzzy stochastic multiobjective programming
• An analytic method based on plane decomposition for solving two-stage fuzzy EV programming problem

Describes a project that uses

Uses Software

• MSLiP

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